AMGL[Strategy] vs INav[Benchmark]

30 Jul, 2025 - 24 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	100.0%
Cumulative Return	37.52%	35.66%
CAGR﹪	63.35%	59.95%
Sharpe	1.65	1.2
Prob. Sharpe Ratio	72.15%	58.26%
Smart Sharpe	1.58	1.15
Sortino	2.34	1.84
Smart Sortino	2.25	1.77
Sortino/√2	1.65	1.3
Smart Sortino/√2	1.59	1.25
Omega	1.34	1.34
Max Drawdown	-12.84%	-14.76%
Longest DD Days	76	117
Volatility (ann.)	28.3%	40.48%
R^2	0.42	0.42
Information Ratio	-0.0	-0.0
Calmar	4.93	4.06
Skew	-0.85	1.05
Kurtosis	4.6	21.13
Expected Daily	0.2%	0.19%
Expected Monthly	3.6%	3.45%
Expected Yearly	17.27%	16.47%
Kelly Criterion	15.15%	18.31%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.72%	-3.98%
Expected Shortfall (cVaR)	-2.72%	-3.98%
Max Consecutive Wins	4	8
Max Consecutive Losses	4	5
Gain/Pain Ratio	0.4	0.36
Gain/Pain (1M)	3.15	3.08
Payoff Ratio	1.06	1.23
Profit Factor	1.4	1.36
Common Sense Ratio	1.52	1.48
CPC Index	0.84	0.92
Tail Ratio	1.09	1.08
Outlier Win Ratio	3.93	3.34
Outlier Loss Ratio	4.92	4.6
MTD	-10.37%	-11.01%
3M	5.03%	4.65%
6M	15.7%	14.57%
YTD	5.98%	4.54%
1Y	37.52%	35.66%
3Y (ann.)	63.35%	59.95%
5Y (ann.)	63.35%	59.95%
10Y (ann.)	63.35%	59.95%
All-time (ann.)	63.35%	59.95%
Best Day	5.23%	18.48%
Worst Day	-8.94%	-12.81%
Best Month	16.05%	16.56%
Worst Month	-10.37%	-11.01%
Best Year	29.76%	29.77%
Worst Year	5.98%	4.54%
Avg. Drawdown	-2.69%	-4.22%
Avg. Drawdown Days	10	18
Recovery Factor	2.92	2.42
Ulcer Index	0.05	0.06
Serenity Index	1.41	0.97
Avg. Up Month	7.5%	7.51%
Avg. Down Month	-5.38%	-5.72%
Win Days	56.41%	54.94%
Win Month	77.78%	66.67%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.45	-
Alpha	0.28	-
Correlation	64.64%	-
Treynor Ratio	67.55%	-